Least squares in identification theory
نویسنده
چکیده
This article demonstrates the application of least squares for the estimation of system parameters. Analytic as well as numerical approaches are described. The model of the system dynamics is assumed in the form of regression model and in the form of discrete impulse response. Solutions are discussed for the case of white noise and correlated noise corrupting the useful output signal of the system.
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عنوان ژورنال:
- Kybernetika
دوره 13 شماره
صفحات -
تاریخ انتشار 1977